Concepedia

Serial Dependence

Serial Dependence is a statistical phenomenon in single-subject research designs wherein the current observation is systematically influenced by one or more preceding observations, thereby violating the assumption of data independence due to temporal autocorrelation.

583

Publications

57K

Citations

897

Authors

484

Institutions

Publications per year

2017–2026

145

Parents

Publications

583

TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

J. Durbin, G. S. Watson · Biometrika · 1951 · 3.6K citations

, , +14

Time Series Analysis

David E. Booth · Technometrics · 1997 · 3.2K citations

, , +15

A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient Market

Richard Roll · The Journal of Finance · 1984 · 2.8K citations

, , +13

Real Business Cycles

Charles I. Plosser · Journal of Political Economy · 1983 · 2K citations

, , +14

Models for Exceedances Over High Thresholds

A. C. Davison, Richard L. Smith · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1990 · 1.7K citations

, , +14

1–5 of 583

Authors

897

  1. DW
    David Whitney

    University of California, Berkeley, United States

    14 publications · 2.3K citations

    14

    h-index

  2. CW
    Christian Weiß

    Helmut Schmidt University, Germany

    17 publications · 446 citations

    14

    h-index

  3. MH
    Marc Hallin

    Université Libre de Bruxelles, Belgium

    9 publications · 634 citations

    9

    h-index

  4. DC
    David C. Burr

    University of Florence, Italy

    9 publications · 849 citations

    9

    h-index

  5. MF
    Michele Fornaciai

    University of Massachusetts Amherst, United States

    9 publications · 588 citations

    9

    h-index

1–5 of 897

Institutions

484

  1. University of California, Berkeley

    Berkeley, United States

    22 h-index

    64 publications

    7.9K citations

  2. The University of Sydney

    Sydney, Australia

    13 h-index

    26 publications

    1.4K citations

  3. London School of Economics and Political Science

    London, United Kingdom

    13 h-index

    16 publications

    7.7K citations

  4. Université Libre de Bruxelles

    Brussels, Belgium

    11 h-index

    19 publications

    1.4K citations

  5. University of Florence

    Florence, Italy

    9 h-index

    13 publications

    1K citations

  6. Australian National University

    Canberra, Australia

    9 h-index

    12 publications

    1.2K citations

  7. Columbia University

    New York, United States

    8 h-index

    10 publications

    584 citations

  8. University of Cambridge

    Cambridge, United Kingdom

    8 h-index

    10 publications

    5.8K citations

1–8 of 484

Venues

  1. Biometrika

    38 publications · 9.1K citations

    27

    h-index

  2. Journal of Vision

    26 publications · 1.7K citations

    20

    h-index

  3. Journal of the American Statistical Association

    23 publications · 1.5K citations

    18

    h-index

  4. Econometrica

    18 publications · 3.5K citations

    16

    h-index

  5. Journal of Econometrics

    12 publications · 1.2K citations

    12

    h-index

1–5